Backtesting

For understand quality of predictions need make backtesting of bot on testing dataset

Calculate potentialy profit

Basically we have increasing market, so even with bad strategy trader can generate profit

To understand is strategy good or bad, need calculate basic profit from just holding value

Setup strategy

Setup testing enviroment

Size of each order

Each order will use percent of available cash in case if price will increase before order executed need use part of available cache and also take in mind possible commission

Set commission

Run backtesting